+232.3%
LHX vs TYL
+102.8%
+129.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -3.7% | -8.6% | +4.9% | -1.9% |
| 30D | -13.2% | +7.5% | -20.7% | -14.6% |
| 3M | -18.4% | +10.9% | -29.3% | -20.5% |
| 6M | -32.0% | -6.7% | -25.2% | -31.5% |
| YTD | -13.6% | -24.5% | +10.9% | -9.4% |
| 1Y | -6.0% | -38.6% | +32.7% | +3.4% |
| 3Y | +57.9% | -12.6% | +70.6% | +57.0% |
| 5Y | +19.2% | -28.2% | +47.5% | +21.7% |
| 10Y | +232.3% | +104.0% | +128.2% | +150.2% |
| All | +232.3% | +102.8% | +129.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling